+1,570.9%
QQQ vs SAN
+477.3%
+1,093.7%
-83.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.8% | +1.0% | +0.5% |
| 7D | +0.4% | +1.8% | -1.4% | -0.3% |
| 30D | +0.2% | +2.0% | -1.7% | -0.5% |
| 3M | -2.8% | +19.7% | -22.5% | -8.8% |
| 6M | +18.0% | +30.6% | -12.6% | +7.0% |
| YTD | +17.3% | +28.8% | -11.5% | +6.3% |
| 1Y | +25.6% | +57.8% | -32.2% | +5.9% |
| 3Y | +93.7% | +338.1% | -244.4% | +12.0% |
| 5Y | +94.2% | +384.2% | -290.1% | +4.8% |
| 10Y | +557.9% | +353.2% | +204.7% | +231.3% |
| All | +1,570.9% | +477.3% | +1,093.7% | +404.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded SAN wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling